Hi, I am downloading historical data 5 minutes candle after 35 seconds of completion of every 5 minute, but still i am getting an error in OHLC records (Wrong Data values), is it possible to add a flag where it can mention that the data has been completly written or its work in progress (as read in multiple threads, delay is due to db write operation and is inconsistent) so that we can take action appropriately.
Hi @decipher, We don't recommend using historical data for live strategies. I would recommend you to generate candles at your end using live market data.
@VenkateshV, The logic for generating candles is here. I am not sure if you can do that in XL. @decipher, Websockets is meant only for live market data and order updates. I am afraid we can't provide candles in websockets API.
We don't recommend using historical data for live strategies. I would recommend you to generate candles at your end using live market data.
is there a way to generate OHLC Candle from Live Data in XL?
The logic for generating candles is here. I am not sure if you can do that in XL.
@decipher,
Websockets is meant only for live market data and order updates. I am afraid we can't provide candles in websockets API.